Questions tagged [high-frequency-data]
The high-frequency-data tag has no usage guidance.
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How can I learn about the availability of daily or higher frequency data?
I am interested in the process of nowcasting--updating forecasts of economic activity based on data at the daily frequency or higher Several of the Feds produce daily nowcasts of the GDP. But the only ...
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Can you change monthly monetary shocks into quarterly ones?
There are now many series deriving monetary shocks at high frequency, e.g., Jarocinski-Karadi (AEJ:M, 2020), Bauer-Swanson (NBER MA, 2023).
These typically come at a monthly frequency. However my ...
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Looking for a guide to data at daily frequency or higher
I found that one of the most valuable parts of an economics education was learning about the available data and major surveys. The NIPAs and the Integrated Nstional Accounts (which I believe will ...
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